+677.7%
CAT vs URI
+1,190.2%
-512.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.4% |
| 7D | -6.3% | -6.0% | -0.3% | -3.2% |
| 30D | -26.8% | +4.6% | -31.4% | -28.5% |
| 3M | -30.0% | -2.7% | -27.3% | -29.3% |
| 6M | -34.6% | +18.4% | -53.0% | -40.1% |
| YTD | +2.9% | +37.4% | -34.4% | -14.9% |
| 1Y | +3.3% | +30.4% | -27.1% | -12.3% |
| 3Y | +153.7% | +147.9% | +5.8% | +49.8% |
| 5Y | +207.3% | +202.1% | +5.2% | +58.1% |
| All | +677.7% | +1,190.2% | -512.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling